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Citations for "Seasonal Adjustment of Economic Time Series and Multiple Regression"

by Michael C. Lovell

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  1. Michael C. Lovell, 2005. "A Simple Proof of the FWL (Frisch-Waugh-Lovell) Theorem," Wesleyan Economics Working Papers 2005-012, Wesleyan University, Department of Economics, revised Jan 2007.
  2. Tadeusz Kufel & Pawel Kufel, 2008. "The Congruence Postulate at the Early Stage of Dynamic Econometric Modeling," Dynamic Econometric Models, Uniwersytet Mikolaja Kopernika, vol. 8, pages 29-36.
  3. Bardsen, G., 1990. "Dynamic Modelling And The Demand For Narrow Money In Norway," The Warwick Economics Research Paper Series (TWERPS) 359, University of Warwick, Department of Economics.
  4. Valerio Filoso, 2013. "Regression anatomy, revealed," Stata Journal, StataCorp LP, vol. 13(1), pages 92-106, March.
  5. Marianne Baxter, 2017. "Robust Determinants of Bilateral Trade," 2017 Meeting Papers 591, Society for Economic Dynamics.
  6. Christiano, Lawrence J. & Todd, Richard M., 2002. "The conventional treatment of seasonality in business cycle analysis: does it create distortions?," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 335-364, March.
  7. Svend Hylleberg, 2006. "Seasonal Adjustment," Economics Working Papers 2006-04, Department of Economics and Business Economics, Aarhus University.
  8. Moheb Ghali & John M. Krieg & K. Surekha Rao, 2011. "A Bayesian Extension of the J-Test for Non-Nested Hypotheses," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 53-72.
  9. Weron, Rafał & Zator, Michał, 2014. "Revisiting the relationship between spot and futures prices in the Nord Pool electricity market," Energy Economics, Elsevier, vol. 44(C), pages 178-190.
  10. Jason Allen & Robert Amano & David P. Byrne & Allan W. Gregory, 2009. "Canadian city housing prices and urban market segmentation," Canadian Journal of Economics, Canadian Economics Association, vol. 42(3), pages 1132-1149, August.
  11. Pillai N., Vijayamohanan, 2016. "How Do You Interpret Your Regression Coefficients?," MPRA Paper 76867, University Library of Munich, Germany.
  12. Travis D. Nesmith, 2006. "Rational seasonality," Finance and Economics Discussion Series 2007-04, Board of Governors of the Federal Reserve System (U.S.).
  13. David E. Giles, 2017. "On the Inconsistency of Instrumental Variables Estimators for the Coefficients of Certain Dummy Variables," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(1), pages 15-26, March.
  14. Mittag, Nikolas, 2012. "New methods to estimate models with large sets of fixed effects with an application to matched employer-employee data from Germany," FDZ Methodenreport 201201_en, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  15. Nelson, Charles R & Kang, Heejoon, 1984. "Pitfalls in the Use of Time as an Explanatory Variable in Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 2(1), pages 73-82, January.
  16. Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2016. "A Diagnostic Criterion for Approximate Factor Structure," Swiss Finance Institute Research Paper Series 16-51, Swiss Finance Institute, revised Dec 2016.
  17. Bryan A. Stuart, 2017. "The Long-Run Effects of Recessions on Education and Income," Working Papers 17-52, Center for Economic Studies, U.S. Census Bureau.
  18. Strong, S.M. & Wolanowski, A.M., 1981. "A Queueing Model For Egg Price Determination," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 25(02), August.
  19. Bardsen, G. & Klovland, J.T., 1990. "Finding The Rigth Nominal Anchor: The Cointegration Of Money, Credit And Nominal Income In Norway," The Warwick Economics Research Paper Series (TWERPS) 350, University of Warwick, Department of Economics.
  20. Frank T. Denton, 2007. "On the Sensitivity of Aggregate Productivity Growth Rates to Noisy Measurement," Social and Economic Dimensions of an Aging Population Research Papers 192, McMaster University.
  21. Jean-Bernard Chatelain & Kirsten Ralf, 2010. "Inference on Time-Invariant Variables using Panel Data: A Pre-Test Estimator with an Application to the Returns to Schooling," PSE Working Papers hal-00492039, HAL.
  22. Gaston Giordana & Ingmar Schumacher, 2012. "Macroeconomic Conditions and Leverage in Monetary Financial Institutions: Comparing European countries and Luxembourg," BCL working papers 77, Central Bank of Luxembourg.
  23. Bertay, A.C. & Demirgüc-Kunt, A. & Huizinga, H.P., 2011. "Is the Financial Safety Net a Barrier to Cross-Border Banking?," Discussion Paper 2011-132, Tilburg University, Center for Economic Research.
  24. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/generalized method of moments estimation and testing," Stata Journal, StataCorp LP, vol. 7(4), pages 465-506, December.
  25. Reeves Karyn L. & McKinnon Elizabeth J. & James Ian R., 2012. "Correction for Founder Effects in Host-Viral Association Studies via Principal Components," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(4), pages 1-17, July.
  26. Kulaksizoglu, Tamer, 2004. "Measuring the Effectiveness of Competition Policy: Evidence from the Turkish Cement Industry," MPRA Paper 357, University Library of Munich, Germany.
  27. De Moor, Lieven & Sercu, Piet, 2011. "Country versus sector factors in equity returns: The roles of non-unit exposures," Journal of Empirical Finance, Elsevier, vol. 18(1), pages 64-77, January.
  28. repec:sbe:breart:v:11:y:1991:i:2:a:3004 is not listed on IDEAS
  29. Adermon, Adrian & Liang, Che-Yuan, 2014. "Piracy and music sales: The effects of an anti-piracy law," Journal of Economic Behavior & Organization, Elsevier, vol. 105(C), pages 90-106.
  30. Giles, David E. A., 1984. "Instrumental variables regressions involving seasonal data," Economics Letters, Elsevier, vol. 14(4), pages 339-343.
  31. Shirley Kallek, 1978. "An Overview of the Objectives and Framework of Seasonal Adjustment," NBER Chapters,in: Seasonal Analysis of Economic Time Series, pages 3-32 National Bureau of Economic Research, Inc.
  32. Mark Gersovitz & James G. MacKinnon, 1977. "Seasonality in Regression: An Application of Smoothness Priors," Working Papers 257, Queen's University, Department of Economics.
  33. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
  34. repec:hal:cesptp:hal-00492039 is not listed on IDEAS
  35. Christopher F Baum & Mark E. Schaffer & Steven Stillman, 2007. "Enhanced routines for instrumental variables/GMM estimation and testing," CERT Discussion Papers 0706, Centre for Economic Reform and Transformation, Heriot Watt University.
  36. Radosław Kala & Simo Puntanen & Yongge Tian, 2017. "Some notes on linear sufficiency," Statistical Papers, Springer, vol. 58(1), pages 1-17, March.
  37. Meltem Gulenay Ongan, 2002. "The Seasonal Adjustment of the Consumer and Wholesale Prices : a Comparison of Census X-11, X-12 Arima and Tramo/Seats," Working Papers 0205, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  38. Shirley Kallek, 1979. "An Overview of the Objectives and Framework of Seasonal Adjustment," NBER Chapters,in: Seasonal Analysis of Economic Time Series, pages 1-32 National Bureau of Economic Research, Inc.
  39. Peng, Fei & Kang, Lili & Yang, Xiaocong, 2014. "Institutional Monitoring, Coordination and Acquisition Decision in Chinese Public Listed Companies," MPRA Paper 63746, University Library of Munich, Germany.
  40. J.C.R. Rowley, 1970. "Prior Adjustment: An Extension of the Frisch-Waugh Theorem to the Method of Two-Stage Least Squares," Working Papers 17, Queen's University, Department of Economics.
  41. C.Emre Alper & S.Boragan Aruoba, 2001. "Deseasonalizing Macroeconomic Data: A Caveat to Applied Researchers in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(18), pages 33-52.
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.